Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47916.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46521.97 Kr¶

PnL: ---------------------------------------> -366.6 Kr¶

DD now: ---------------------------------> -1.466 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:20:27.702910'

Anic Portfolio¶

Today¶

Return: 0.43 %¶

This Week¶

Return: 0.807 %¶

Total¶

Return: 56.868 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.980000 2842.000000 206.000000 7.810000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.180000 433.200000 78.200000 22.030000 355.000000
Corem Property Group B 59 -1.690000 651.360000 74.360000 12.890000 576.999999
SAAB B 8 1.080000 3431.200000 54.200000 1.600000 3377.000000
Boozt 12 0.070000 1707.600000 53.600000 3.240000 1653.999996
HMS Networks 2 -0.220000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
Coor Service Management Hold. 8 0.290000 548.400000 16.400000 3.080000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
Norva24 Group 16 2.010000 552.960000 9.960000 1.830000 543.000000
AcadeMedia 12 0.600000 564.000000 7.000000 1.260000 557.000004
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Swedbank A 3 1.580000 567.900000 3.900000 0.690000 564.000000
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -1.810000 538.200000 2.200000 0.410000 536.000004
Handelsbanken A 5 0.260000 545.400000 -0.600000 -0.110000 546.000000
Securitas B 6 -0.060000 569.040000 -0.960000 -0.170000 570.000000
Creaspac SPAC 6 -0.410000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Nordea Bank Abp 29 0.050000 3451.000000 -3.000000 -0.090000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.570000 525.850000 -8.150000 -1.530000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.300000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.370000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 0.400000 3602.300000 -153.700000 -4.090000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46516.210000 -372.360000 -1.47806% 46888.564618

Updated:¶

'2023-01-18 13:19:25.675615'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶